Classification of Stochastic Processes with Topological Data Analysis

In this study, we examine if engineered topological features can distinguish time series sampled from different stochastic processes with different noise characteristics, in both balanced and unbalanced sampling schemes. We compare our classification results against the results of the same classification tasks built on statistical and raw features. We conclude that in classification tasks of time series, different machine learning models built on engineered topological features perform consistently better than those built on standard statistical and raw features.

Hierarchical Clustering and Zeroth Persistent Homology

In this article, we show that hierarchical clustering and the zeroth persistent homology do deliver the same topological information about a given data set. We show this fact using cophenetic matrices constructed out of the filtered Vietoris-Rips complex of the data set at hand. As in any cophenetic matrix, one can also display the inter-relations of zeroth homology classes via a rooted tree, also known as a dendogram. Since homological cophenetic matrices can be calculated for higher homologies, one can also sketch similar dendograms for higher persistent homology classes.